This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:
The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.
The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.
| Bear_0.997 | Bear_0.95 | Bear_0.68 | Base | Bull_0.68 | Bull_0.95 | Bull_0.997 | |
|---|---|---|---|---|---|---|---|
| 2024-10-06 | 0.600793 | 0.677419 | 0.764493 | 0.871725 | 1.001570 | 1.155488 | 1.354464 |
| 2024-10-13 | 0.526751 | 0.624713 | 0.744650 | 0.905347 | 1.119951 | 1.404343 | 1.823887 |
| 2024-10-20 | 0.471816 | 0.581305 | 0.723283 | 0.926869 | 1.222211 | 1.654701 | 2.379230 |
| 2024-10-27 | 0.421367 | 0.534551 | 0.688048 | 0.920547 | 1.282150 | 1.860592 | 2.953668 |
| 2024-11-03 | 0.397535 | 0.519205 | 0.691851 | 0.968716 | 1.433052 | 2.254497 | 4.053617 |
| 2024-11-10 | 0.382664 | 0.513763 | 0.708079 | 1.037885 | 1.635910 | 2.817077 | 5.902496 |
| 2024-11-17 | 0.359082 | 0.492324 | 0.696564 | 1.059155 | 1.760244 | 3.284043 | 7.991826 |
| 2024-11-24 | 0.334471 | 0.466358 | 0.674097 | 1.056895 | 1.838828 | 3.690584 | 10.433679 |
| 2024-12-01 | 0.305717 | 0.431043 | 0.632069 | 1.011997 | 1.818316 | 3.850188 | 12.265037 |
| 2024-12-08 | 0.281340 | 0.400520 | 0.594741 | 0.970103 | 1.794616 | 3.995654 | 14.354158 |
| 2024-12-15 | 0.270594 | 0.390937 | 0.591889 | 0.994044 | 1.927332 | 4.669458 | 20.974257 |
| 2024-12-22 | 0.270328 | 0.398382 | 0.619416 | 1.083786 | 2.250390 | 6.222152 | 42.419784 |
| 2024-12-29 | 0.261196 | 0.391267 | 0.622067 | 1.127475 | 2.489719 | 7.829338 | 89.907700 |
| 2025-01-05 | 0.245156 | 0.370810 | 0.597479 | 1.106505 | 2.540298 | 8.713169 | 157.039044 |
| 2025-01-12 | 0.231268 | 0.353026 | 0.576149 | 1.089558 | 2.600081 | 9.769256 | 324.602202 |
| 2025-01-19 | 0.216652 | 0.332859 | 0.548193 | 1.052393 | 2.583768 | 10.413756 | 650.190297 |
| 2025-01-26 | 0.210923 | 0.328261 | 0.550596 | 1.089993 | 2.840751 | 13.402748 | 15954.729414 |
| 2025-02-02 | 0.208115 | 0.328724 | 0.563256 | 1.156666 | 3.246845 | 19.044530 | NaN |
| 2025-02-09 | 0.200917 | 0.320375 | 0.556579 | 1.170945 | 3.458787 | 23.955190 | NaN |
| 2025-02-16 | 0.192421 | 0.308942 | 0.542165 | 1.161275 | 3.566141 | 28.340011 | NaN |
| 2025-02-23 | 0.181121 | 0.291446 | 0.513137 | 1.105559 | 3.439087 | 28.672208 | NaN |
| 2025-03-02 | 0.171040 | 0.275799 | 0.487090 | 1.055283 | 3.323337 | 29.038038 | NaN |
| 2025-03-09 | 0.167146 | 0.271942 | 0.486717 | 1.080275 | 3.593187 | 39.259409 | NaN |